+31,416.6%
AVGO vs CTAS
+3,849.0%
+27,567.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -3.0% | -1.8% | -1.1% | -1.9% |
| 30D | -14.4% | -0.2% | -14.2% | -14.5% |
| 3M | -14.4% | +11.7% | -26.1% | -21.6% |
| 6M | +13.1% | +0.7% | +12.4% | +9.8% |
| YTD | +3.8% | +7.4% | -3.6% | -3.5% |
| 1Y | +17.8% | -2.1% | +19.9% | +15.2% |
| 3Y | +325.3% | +62.9% | +262.3% | +194.9% |
| 5Y | +689.9% | +111.9% | +578.0% | +363.6% |
| 10Y | +2,597.0% | +652.2% | +1,944.8% | +592.4% |
| All | +31,416.6% | +3,849.0% | +27,567.6% | +2,685.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling